+65.4%
IEFA vs FXI
+36.3%
+29.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.6% | -3.9% | +2.3% | -0.5% |
| 30D | -1.5% | -2.1% | +0.6% | -0.9% |
| 3M | +3.4% | -0.5% | +3.9% | +3.4% |
| 6M | +9.5% | -4.5% | +14.0% | +10.9% |
| YTD | +13.0% | -9.2% | +22.3% | +15.9% |
| 1Y | +18.0% | -13.8% | +31.8% | +22.6% |
| 3Y | +65.4% | +36.6% | +28.8% | +52.8% |
| All | +65.4% | +36.3% | +29.1% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FXI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling